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SMIN vs. FAAR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMIN vs. FAAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI India Small-Cap ETF (SMIN) and First Trust Alternative Absolute Return Strategy ETF (FAAR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SMIN achieves a -0.69% return, which is significantly lower than FAAR's 20.28% return. Over the past 10 years, SMIN has outperformed FAAR with an annualized return of 10.04%, while FAAR has yielded a comparatively lower 4.74% annualized return.


SMIN

1D
1.58%
1M
4.56%
YTD
-0.69%
6M
-0.59%
1Y
-3.27%
3Y*
9.62%
5Y*
7.69%
10Y*
10.04%

FAAR

1D
0.31%
1M
-4.57%
YTD
20.28%
6M
20.86%
1Y
26.92%
3Y*
10.85%
5Y*
8.03%
10Y*
4.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMIN vs. FAAR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMIN
iShares MSCI India Small-Cap ETF
-0.69%-6.68%16.78%35.41%-14.23%44.43%19.59%-5.21%-25.55%62.36%
FAAR
First Trust Alternative Absolute Return Strategy ETF
20.28%8.07%5.97%-5.63%10.15%12.34%8.60%-1.28%-9.17%5.00%

Correlation

The correlation between SMIN and FAAR is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.15

Correlation (3Y)
Calculated over the trailing 3-year period

-0.00

Correlation (5Y)
Calculated over the trailing 5-year period

0.01

Correlation (10Y)
Calculated over the trailing 10-year period

0.05

Correlation (All Time)
Calculated using the full available price history since May 23, 2016

0.05

The correlation between SMIN and FAAR shifts across timeframes, from -0.15 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SMIN vs. FAAR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SMIN
SMIN Risk / Return Rank: 77
Overall Rank
SMIN Sharpe Ratio Rank: 77
Sharpe Ratio Rank
SMIN Sortino Ratio Rank: 66
Sortino Ratio Rank
SMIN Omega Ratio Rank: 66
Omega Ratio Rank
SMIN Calmar Ratio Rank: 77
Calmar Ratio Rank
SMIN Martin Ratio Rank: 77
Martin Ratio Rank

FAAR
FAAR Risk / Return Rank: 7171
Overall Rank
FAAR Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FAAR Sortino Ratio Rank: 6666
Sortino Ratio Rank
FAAR Omega Ratio Rank: 5858
Omega Ratio Rank
FAAR Calmar Ratio Rank: 8787
Calmar Ratio Rank
FAAR Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SMIN vs. FAAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI India Small-Cap ETF (SMIN) and First Trust Alternative Absolute Return Strategy ETF (FAAR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SMINFAARDifference
Sharpe ratioReturn per unit of total volatility

-2.25

Sortino ratioReturn per unit of downside risk

-3.10

Omega ratioGain probability vs. loss probability

0.98

1.34

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.18

4.72

-4.90

Martin ratioReturn relative to average drawdown

-0.41

14.40

-14.81

SMIN vs. FAAR - Sharpe Ratio Comparison

The current SMIN Sharpe Ratio is -0.24, which is lower than the FAAR Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of SMIN and FAAR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SMIN vs. FAAR - Drawdown Comparison

The maximum SMIN drawdown since its inception was -60.50%, which is greater than FAAR's maximum drawdown of -18.03%. Use the drawdown chart below to compare losses from any high point for SMIN and FAAR.


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Drawdown Indicators


SMINFAARDifference

Max Drawdown

Largest peak-to-trough decline

-60.50%

-18.03%

-42.47%

Max Drawdown (1Y)

Largest decline over 1 year

-24.54%

-5.68%

-18.86%

Max Drawdown (3Y)

Largest decline over 3 years

-27.58%

-11.54%

-16.04%

Max Drawdown (5Y)

Largest decline over 5 years

-27.58%

-18.03%

-9.55%

Max Drawdown (10Y)

Largest decline over 10 years

-60.50%

-18.03%

-42.47%

Current Drawdown

Current decline from peak

-13.15%

-5.39%

-7.76%

Average Drawdown

Average peak-to-trough decline

-14.62%

-7.83%

-6.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.08%

1.87%

+9.21%

Volatility

SMIN vs. FAAR - Volatility Comparison

iShares MSCI India Small-Cap ETF (SMIN) has a higher volatility of 5.32% compared to First Trust Alternative Absolute Return Strategy ETF (FAAR) at 2.50%. This indicates that SMIN's price experiences larger fluctuations and is considered to be riskier than FAAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMINFAARDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.32%

2.50%

+2.82%

Volatility (6M)

Calculated over the trailing 6-month period

15.80%

9.71%

+6.09%

Volatility (1Y)

Calculated over the trailing 1-year period

18.78%

13.36%

+5.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.91%

12.95%

+5.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.83%

11.53%

+11.30%

SMIN vs. FAAR - Expense Ratio Comparison

SMIN has a 0.76% expense ratio, which is lower than FAAR's 0.95% expense ratio.


Dividends

SMIN vs. FAAR - Dividend Comparison

SMIN's dividend yield for the trailing twelve months is around 2.03%, less than FAAR's 9.57% yield.


PositionTTM20252024202320222021202020192018201720162015
FAAR
First Trust Alternative Absolute Return Strategy ETF
9.57%11.63%3.45%3.20%5.82%6.49%3.05%1.02%0.58%2.83%0.00%0.00%
SMIN
iShares MSCI India Small-Cap ETF
2.03%2.01%6.84%0.41%0.01%1.27%1.06%1.75%1.68%0.89%2.30%0.93%

Frequently Asked Questions


SMIN and FAAR have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SMIN has higher volatility (5.32%) compared to FAAR (2.50%). In terms of maximum drawdown, SMIN dropped -60.50% vs FAAR's -18.03%.

On 10-year performance, SMIN leads with 10.04% vs 4.74% for FAAR. On fees, SMIN is cheaper at 0.76% per year. On volatility, FAAR has been the lower-risk option at 2.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SMIN has performed better with a 10.04% return vs 4.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SMIN is cheaper with a 0.76% expense ratio, compared with 0.95% for FAAR.

FAAR has the higher dividend yield at 9.57%, compared with 2.03% for SMIN.

SMIN is categorized as Asia Pacific Equities, while FAAR is Commodities. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.76% for SMIN and 0.95% for FAAR.

FAAR currently has the higher Sharpe Ratio (2.01 vs -0.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SMIN and FAAR

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